Barra Factors in RiskMetrics

Please join us for a webinar introducing the features and benefits provided as MSCI integrates the Barra Equity Factor Models into the RiskMetrics platform, planned for release in April 2013.

With the integration of Barra’s market-leading equity models inside the RiskMetrics multi-asset class, cross-enterprise platform, risk professionals will have more detailed insight into the sources of equity-based risks for internal, investor and regulatory risk processes. Utilizing Barra factors within RiskMetrics enables users to stress portfolios with combinations of systematic equity and market-observable factors, as well as provides flexibility to parameterize how the underlying data is consumed during simulation and correlation-based risk analyses.
 
Agenda Topics Include

• Overview of Equity Factor Models
• The Decomposition of Equity-Based Risks into Systematic and Idiosyncratic Risks
• The Enhanced RiskMetrics Risk Factor Taxonomy Across Multiple Asset Classes
• Updates to Core RiskMetrics Statistics, Including Cross-portfolio Factor Exposures and VaR-based Analytics
• Updates to Risk Setting Parameters
• Typical Use Cases for Leveraging Barra Equity Factors within the RiskMetrics Stress Testing Framework